14-May-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACAT	Auto & Truck Manufacturers - NEC	LONG	38.91	-3.54	HOLD
ANN	Women's Apparel Retailers	LONG	40.49	-1.65	HOLD
APEI	General Education Services	LONG	35.49	-4.00	HOLD
AUY	Integrated Mining	SHORT	7.55	5.45	HOLD
BIG		LONG	39.18	-1.38	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.97	-0.97	HOLD
OUTR	Consumer Goods Rental	LONG	69.32	2.17	HOLD
DEI	Commercial REITs - NEC	SHORT	27.87	0.72	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.52	-2.10	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	71.75	-0.94	HOLD
GGP	Retail REITs	SHORT	23.45	-0.17	HOLD
GPI	New Car Dealers	LONG	76.10	-2.36	HOLD
GPRE	Industrial Gas	LONG	26.87	-1.93	HOLD
HTS	Mortgage REITs	SHORT	19.84	1.02	HOLD
KONG	Wireless Telecommunications Services - NEC	SHORT	9.39	0.43	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.65	-2.06	HOLD
KRNY	Commercial Banks	SHORT	13.40	-1.83	HOLD
LAD	New Car Dealers	LONG	73.05	-1.48	HOLD
MT	Steel - NEC	SHORT	16.29	1.31	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.00	0.00	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	62.90	0.50	HOLD
NR	Oil Related Services and Equipment - NEC	LONG	11.43	-1.80	HOLD
NVS	Pharmaceuticals - NEC	SHORT	89.24	0.87	HOLD
O	Commercial REITs - NEC	SHORT	43.60	-0.18	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.86	2.90	HOLD
PIR	Home Furnishings Retailers - NEC	LONG	17.85	-3.09	HOLD
SAFM	Animal Slaughtering & Processing	LONG	85.27	0.49	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	168.45	-0.48	HOLD
SLV	Investment Trusts	SHORT	19.00	1.23	HOLD
SNN	Medical Devices & Implants	SHORT	77.49	-0.87	HOLD
SNX	Computer Peripherals	LONG	61.28	-3.84	HOLD
STM	Semiconductors - NEC	SHORT	9.71	-0.21	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	15.28	-1.93	HOLD
THRX	Biopharmaceuticals	SHORT	28.86	6.73	HOLD
V	Business Support Services - NEC	SHORT	209.86	-0.85	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	70.91	0.27	HOLD
WGO	Recreational Products - NEC	LONG	23.57	-4.61	HOLD
WNC	Heavy Trucks	LONG	13.20	-2.65	HOLD
YHOO	Search Engines	SHORT	34.17	-0.67	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.73
SHORTS				0.57
TOTAL				-2.30
S&P 500				-0.47
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1006153413573715600.00	245293026325152740.00	-30.44	0.00	319863.75
S&P 500	52.71	5.92	-18.61	2.38	0.76